question about "proxy server"

Now i am in China. I can not access some websites that are in United States. And i do not want to use those transparent/anonymous proxy servers that i can get from internet because i wonder if they are secure. I think if i can configure my web server(it is in United States) using WHM to be a proxy server, it would be great. But i do not know how to do. Anyone can help me? Many thanks in advance.